+148.7%
EWY vs STX
+1,049.0%
-900.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.7% | +7.0% | +4.6% |
| 7D | -0.1% | -2.3% | +2.2% | +0.6% |
| 30D | +7.3% | -5.5% | +12.8% | +9.0% |
| 3M | -5.1% | -4.3% | -0.8% | -4.5% |
| 6M | +42.1% | +115.6% | -73.6% | +13.5% |
| YTD | +94.1% | +202.2% | -108.1% | +39.8% |
| 1Y | +147.8% | +325.3% | -177.5% | +59.6% |
| 3Y | +222.9% | +1,283.9% | -1,061.0% | +42.6% |
| All | +148.7% | +1,049.0% | -900.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling